Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.614 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49294.61 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: -0.855 %¶

This Week¶

Return: -0.02 %¶

Total portfolio value¶

Return including deposits: 61.374 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.030000 1667.160000 198.160000 13.490000 1468.999998
Orrön Energy 180 -1.720000 2164.500000 121.500000 5.950000 2043.000000
Atrium Ljungberg B 5 0.050000 995.500000 60.500000 6.470000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 -0.710000 890.800000 36.800000 4.310000 854.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Catena 2 -1.380000 827.200000 35.200000 4.440000 792.000000
Hexatronic Group 12 0.020000 1002.000000 35.000000 3.620000 966.999996
Sedana Medical 93 -4.050000 2553.780000 32.780000 1.300000 2521.000011
Platzer Fastigheter Holding B 12 -2.710000 992.400000 31.400000 3.270000 960.999996
JM 6 -0.930000 894.000000 30.000000 3.470000 864.000000
OX2 13 1.910000 973.050000 23.050000 2.430000 949.999999
Bilia A 8 0.090000 916.800000 16.800000 1.870000 900.000000
Biotage 7 -0.150000 956.200000 15.200000 1.620000 940.999997
VEF 909 -2.480000 1861.630000 11.630000 0.630000 1850.000436
HEXPOL B 9 0.440000 1032.300000 11.300000 1.110000 1020.999996
Gränges 9 -1.050000 932.400000 4.400000 0.470000 927.999999
Byggmax Group 33 -1.630000 957.660000 1.660000 0.170000 956.000001
BioGaia B 8 -2.100000 930.400000 0.400000 0.040000 930.000000
Clas Ohlson B 12 -1.160000 972.600000 -0.400000 -0.040000 972.999996
AcadeMedia 8 -1.570000 400.000000 -2.000000 -0.500000 402.000000
ASSA ABLOY B 3 -0.850000 773.100000 -5.900000 -0.760000 779.000001
EQT 4 -1.390000 824.800000 -7.200000 -0.870000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
Alimak Group 11 -1.560000 904.200000 -23.800000 -2.560000 927.999996
Addnode Group B 11 -0.790000 894.850000 -26.150000 -2.840000 921.000003
SKF B 5 -0.490000 913.750000 -26.250000 -2.790000 940.000000
Indutrade 5 -0.420000 1185.000000 -33.000000 -2.710000 1218.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Latour B 4 -0.780000 809.600000 -47.400000 -5.530000 857.000000
Vitec Software Group B 2 -2.550000 1032.000000 -55.000000 -5.060000 1087.000000
Bufab 3 -0.740000 1042.800000 -66.200000 -5.970000 1109.000001
Hexagon B 26 -1.860000 3369.600000 -91.400000 -2.640000 3461.000010
BHG Group 97 -1.620000 1358.970000 -100.030000 -6.860000 1458.999989
TOTAL 45232.000000 176.000000 -7.20404% 45056.000411

Updated:¶

'2023-07-05 13:14:51.890906'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶